+70.7%
CIFR vs AVTR
-38.8%
+109.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.4% | -6.3% | -7.7% |
| 7D | +11.3% | +1.6% | +9.8% | +10.9% |
| 30D | +3.5% | +8.4% | -4.9% | +0.5% |
| 3M | -26.6% | +50.2% | -76.8% | -40.4% |
| 6M | +18.1% | +82.6% | -64.5% | -12.9% |
| YTD | +14.5% | +29.8% | -15.3% | -1.4% |
| 1Y | +83.3% | +16.0% | +67.3% | +58.8% |
| 3Y | +461.5% | -26.4% | +487.9% | +491.1% |
| 5Y | +29.3% | -64.5% | +93.8% | +91.5% |
| All | +70.7% | -38.8% | +109.5% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling